Strategy Tester Report
OverUnderV1.2
AlpariUK-Demo (Build 225)
| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2009.07.01 00:00 - 2009.07.31 22:55 (2009.07.01 - 2009.08.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MajicNumber=1; LotsPercent=5; MaxSpread=25; MaxSlippage=25; MaxDrawDown=50; BarsBack1=9; BarsBack2=544; | ||||
| Bars in test | 7559 | Ticks modelled | 1093181 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2557.15 | Gross profit | 3219.89 | Gross loss | -662.74 |
| Profit factor | 4.86 | Expected payoff | 426.19 | ||
| Absolute drawdown | 427.30 | Maximal drawdown | 962.88 (7.84%) | Relative drawdown | 7.84% (962.88) |
| Total trades | 6 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 4 (66.67%) | Loss trades (% of total) | 2 (33.33%) | ||
| Largest | profit trade | 1350.99 | loss trade | -615.49 | |
| Average | profit trade | 804.97 | loss trade | -331.37 | |
| Maximum | consecutive wins (profit in money) | 3 (2173.69) | consecutive losses (loss in money) | 1 (-615.49) | |
| Maximal | consecutive profit (count of wins) | 2173.69 (3) | consecutive loss (count of losses) | -615.49 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.07.02 15:50 | buy | 1 | 0.50 | 0.79649 | 0.00000 | 0.00000 | ||
| 2 | 2009.07.02 15:55 | modify | 1 | 0.50 | 0.79649 | 0.78649 | 0.00000 | ||
| 3 | 2009.07.02 15:55 | modify | 1 | 0.50 | 0.79649 | 0.78649 | 0.84649 | ||
| 4 | 2009.07.07 14:00 | close | 1 | 0.50 | 0.80178 | 0.78649 | 0.84649 | 276.80 | 10276.80 |
| 5 | 2009.07.07 14:05 | sell | 2 | 0.51 | 0.80149 | 0.00000 | 0.00000 | ||
| 6 | 2009.07.07 14:10 | modify | 2 | 0.51 | 0.80149 | 0.81149 | 0.00000 | ||
| 7 | 2009.07.07 14:10 | modify | 2 | 0.51 | 0.80149 | 0.81149 | 0.75149 | ||
| 8 | 2009.07.08 18:35 | close | 2 | 0.51 | 0.77491 | 0.81149 | 0.75149 | 1350.99 | 11627.79 |
| 9 | 2009.07.08 18:55 | buy | 3 | 0.58 | 0.77599 | 0.00000 | 0.00000 | ||
| 10 | 2009.07.08 19:00 | modify | 3 | 0.58 | 0.77599 | 0.76599 | 0.00000 | ||
| 11 | 2009.07.08 19:00 | modify | 3 | 0.58 | 0.77599 | 0.76599 | 0.82599 | ||
| 12 | 2009.07.14 06:45 | close | 3 | 0.58 | 0.78491 | 0.76599 | 0.82599 | 545.90 | 12173.69 |
| 13 | 2009.07.14 10:55 | sell | 4 | 0.61 | 0.78756 | 0.00000 | 0.00000 | ||
| 14 | 2009.07.14 11:00 | modify | 4 | 0.61 | 0.78756 | 0.79756 | 0.00000 | ||
| 15 | 2009.07.14 11:00 | modify | 4 | 0.61 | 0.78756 | 0.79756 | 0.73756 | ||
| 16 | 2009.07.15 10:19 | s/l | 4 | 0.61 | 0.79756 | 0.79756 | 0.73756 | -615.49 | 11558.20 |
| 17 | 2009.07.29 18:10 | buy | 5 | 0.58 | 0.81661 | 0.00000 | 0.00000 | ||
| 18 | 2009.07.29 18:15 | modify | 5 | 0.58 | 0.81661 | 0.80661 | 0.00000 | ||
| 19 | 2009.07.29 18:15 | modify | 5 | 0.58 | 0.81661 | 0.80661 | 0.86661 | ||
| 20 | 2009.07.31 20:50 | close | 5 | 0.58 | 0.83432 | 0.80661 | 0.86661 | 1046.20 | 12604.40 |
| 21 | 2009.07.31 22:15 | sell | 6 | 0.63 | 0.83514 | 0.00000 | 0.00000 | ||
| 22 | 2009.07.31 22:20 | modify | 6 | 0.63 | 0.83514 | 0.84514 | 0.00000 | ||
| 23 | 2009.07.31 22:20 | modify | 6 | 0.63 | 0.83514 | 0.84514 | 0.78514 | ||
| 24 | 2009.07.31 22:59 | close at stop | 6 | 0.63 | 0.83589 | 0.84514 | 0.78514 | -47.25 | 12557.15 |